The classical bi-Poisson process: An invertible quadratic harness

Author:

Bryc Włodzimierz,Wesołowski Jacek

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference13 articles.

1. Stopping times and tightness II;Aldous;Ann. Probab.,1989

2. Bryc, W., Wesołowski, J., 2004. Bi-Poisson process. 〈arxiv.org/abs/math.PR/0404241〉, submitted for publication.

3. Conditional moments of q-Meixner processes;Bryc;Probab. Theory Related Fields,2005

4. Bryc, W., Matysiak, W., Wesołowski, J., 2005a. The bi-Poisson process: a quadratic harness. 〈arxiv.org/abs/math.PR/0510208〉.

5. Bryc, W., Matysiak, W., Wesołowski, J., 2005b. Quadratic harnesses, q-commutations, and orthogonal martingale polynomials. Trans. Amer. Math. Soc. 〈arxiv.org/abs/math.PR/0504194〉, to appear.

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